Related papers: Dimension for Martingales
In this note we prove that the local martingale part of a convex function f of a d-dimensional semimartingale X = M + A can be written in terms of an It^o stochastic integral \int H(X)dM, where H(x) is some particular measurable choice of…
We introduce atoms for dyadic atomic $H^1$ for which the equivalence between atomic and maximal function defnitions is dimension independent. We give the sharp, up to $\log(d)$ factor, estimates for the $H^1 \to L^1$ norm estimates for the…
Octupolar order is described in two space dimensions in terms of the maxima (and conjugated minima) of the probability density associated with a third-rank, fully symmetric and traceless tensor. Such a representation is shown to be…
We introduce the triangulant of two matrices, and relate it to the existence of orthogonal eigenvectors. We also use it for a new characterization of mutually unbiased bases. Generalizing the notion, we introduce higher order triangulants…
Given $n$ integer, let $X$ be either the set of hermitian or real $n\times n$ matrices of rank at least $n-1$. If $n$ is even, we give a sharp estimate on the maximal dimension of a real vector subspace of $X\cup\{0\}$. The rusults are…
A Newtonian mechanics model is essentially the model of a point body in an inertial reference frame. How to describe extended bodies in non-inertial (vibrational) reference frames with the random initial conditions? One of the most general…
For a finite partially ordered set we calculate the dimension of the variety of its subspace representations having fixed dimension vector. The dimension is given in terms of the Euler quadratic form associated with a partially ordered set,…
For more than half a century, moments have attracted lot ot interest in the pattern recognition community.The moments of a distribution (an object) provide several of its characteristics as center of gravity, orientation, disparity, volume.…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
Let ${S_t^H, t \geq 0} $ be a linear combination of a Brownian motion and of an independent sub-fractional Brownian motion with Hurst index $0 < H < 1$. Its main properties are studied and it is shown that $S^H $ can be considered as an…
The primary objective of the present paper is to develop the theory of quantization dimension of an invariant measure associated with an iterated function system consisting of finite number of contractive infinitesimal similitudes in a…
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable)…
We analyze and partially solve system of recurrences that can be derived from the properties of martingale orthogonal polynomials that characterize quadratic harnesses (QH). We also specify conditions for the existence of moments of one…
We consider the individual points on a Martin-L\"of random path of Brownian motion. We show (1) that Khintchine's law of the iterated logarithm holds at almost all points; and (2) there exist points (besides the trivial example of the…
We define the Iitaka dimension of a numerical cycle class and develop its theory. We conjecture that the Iitaka dimension is integer-valued, and give some evidence in this direction. We focus on two cases of geometric interest: Schubert…
We investigate a collection of orthonormal functions that encodes information about the continued fraction expansion of real numbers. When suitably ordered these functions form a complete system of martingale differences and are a special…
This article focuses on a system of sticky Brownian motions, also known as Howitt-Warren martingale problem, and correlated Brownian motions and shows that infinite-dimensional orthogonal polynomials intertwine the dynamics of infinitely…
We develop the dimension theory for a class of linear solenoids, which have a "fractal" attractor. We will find the dimension of the attractor, proof formulas for the dimension of ergodic measures on this attractor and discuss the question…
In this paper we define a numerical shape invariant of a continuous map called shape dimension of a map, which generalizes the shape dimension of a topological space. Some basic properties and applications of this invariant are given. The…
We show that a class of dynamical systems induces an associated operator system in Hilbert space. The dynamical systems are defined from a fixed finite-to-one mapping in a compact metric space, and the induced operators form a covariant…